"The methodologies examined include filtered historical simulation, extreme value theory, Monte Carlo simulation and historical simulation. Autoregressive-moving-average and generalized-autoregressive-conditional-heteroscedasticity models are used to estimate VaR."
top of page
Rechercher
Posts récents
Voir toutEffective risk management requires understanding aggregate risks, individual business unit riskiness, and systemic risks. Realistic...
10
The paper explains Artificial Intelligence (AI), focusing on Generative AI, its role in finance, and its differences from Machine...
30
Insurers face complex risk dependencies in loss reserving. Additive background risk models (ABRMs) offer interpretable structures but can...
10
bottom of page
Kommentare